Moore Research Center, Inc.

  • Increase font size
  • Default font size
  • Decrease font size
Home MRCI Online
Print
New Windows

MRCI's End of Day Prices

MRCI Logo
MRCI's End of Day Prices

Daily Futures Price Listing Wed November 11, 2015
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Nov15 151111 865.75 869.75 863.50 868.50 +4.00 2,415 3,313 -1,011
Jan16 151111 856.25 861.50 854.25 860.75 +5.25 83,530 286,123 -996
Mar16 151111 856.50 861.50 853.50 860.50 +5.00 27,747 138,477 +2,163
May16 151111 861.00 866.25 858.50 865.25 +4.75 9,904 76,816 +2,096
Jul16 151111 868.50 871.25 863.75 870.50 +4.50 11,502 74,497 +839
Aug16 151111 869.50 872.00 864.25 871.25 +4.75 1,090 8,743 +312
Sep16 151111 867.00 870.25 863.25 870.25 +6.50 145 2,244 -19
Nov16 151111 868.50 875.25 867.00 874.50 +8.25 4,565 64,707 -430
Jan17 151111 875.00 880.50 875.00 880.50 +8.50 41 668 -4
Mar17 151111 884.50 884.50 884.50 884.50 +8.25 19 359 +16
May17 151111 888.25 888.25 888.25 888.25 +8.25 0 385 +0
Jul17 151111 893.50 893.50 893.50 893.50 +8.25 131 637 +57
Aug17 151111 890.75 890.75 890.75 890.75 +8.50 0 35 +0
Sep17 151111 884.25 884.25 884.25 884.25 +8.50 0 22 +0
Total Volume and Open Interest 141,247 657,905 +3,046
Soybean Meal(CBOT)
Dec15 151111 292.10 294.30 291.20 294.00 +1.80 29,232 117,876 -3,503
Jan16 151111 292.10 294.30 291.10 294.10 +2.00 17,092 83,397 +949
Mar16 151111 290.80 293.20 290.10 293.00 +2.20 10,142 68,509 -27
May16 151111 290.30 292.70 289.70 292.60 +2.30 6,283 51,596 +272
Jul16 151111 291.00 293.50 290.50 293.40 +2.40 3,417 41,351 +103
Aug16 151111 291.30 294.10 291.00 294.00 +2.70 520 11,280 +27
Sep16 151111 291.30 294.30 291.30 294.30 +3.00 311 10,772 +48
Oct16 151111 291.00 293.60 290.50 293.50 +3.50 237 8,403 +6
Dec16 151111 291.30 294.40 291.00 294.30 +3.90 1,231 21,569 +135
Jan17 151111 292.10 295.10 292.10 295.10 +3.90 70 1,224 +19
Total Volume and Open Interest 68,537 418,441 -1,971
Soybean Oil(CBOT)
Dec15 151111 27.26 27.35 27.07 27.18 -0.09 48,254 125,003 -2,146
Jan16 151111 27.56 27.65 27.36 27.47 -0.10 22,064 98,770 -198
Mar16 151111 27.79 27.85 27.58 27.68 -0.12 12,443 70,112 +233
May16 151111 28.03 28.07 27.79 27.89 -0.13 6,126 63,817 +429
Jul16 151111 28.22 28.28 28.00 28.10 -0.13 3,181 40,688 +413
Aug16 151111 28.24 28.34 28.07 28.18 -0.13 273 7,820 +19
Sep16 151111 28.35 28.36 28.15 28.24 -0.12 66 6,183 -6
Oct16 151111 28.37 28.37 28.21 28.24 -0.13 48 6,329 -9
Dec16 151111 28.45 28.45 28.22 28.32 -0.12 479 23,552 +74
Jan17 151111 28.56 28.56 28.56 28.56 -0.12 71 1,053 +31
Total Volume and Open Interest 93,276 445,180 -1,033
Canola(WCE)
Nov15 151110 460.6 460.6 460.6 460.6 -9.8 309 309 +0
Jan16 151110 477.8 478.1 466.0 468.0 -9.8 6,292 110,806 -502
Mar16 151110 482.9 483.6 472.1 474.2 -8.7 1,493 35,226 +709
May16 151110 485.8 485.8 475.0 477.2 -7.8 557 6,568 +77
Jul16 151110 487.1 487.1 477.5 479.8 -6.5 244 11,985 +66
Total Volume and Open Interest 8,935 170,689 +381
Corn(CBOT)
Dec15 151111 360.50 363.50 359.50 362.25 +3.25 295,989 504,938 -45,540
Mar16 151111 369.00 371.25 368.00 370.00 +2.00 171,177 409,273 +22,983
May16 151111 375.50 377.00 374.25 376.00 +1.50 26,176 134,121 +1,174
Jul16 151111 381.25 382.00 379.25 381.25 +1.25 25,764 137,419 +4,417
Sep16 151111 384.00 385.50 383.00 384.50 +1.50 10,614 64,039 -247
Dec16 151111 391.50 392.75 389.25 391.25 +0.75 11,836 108,771 +178
Mar17 151111 401.25 401.75 398.75 400.00 +0.25 227 3,851 +21
May17 151111 405.75 405.75 405.75 405.75 unch 109 1,436 +1
Jul17 151111 410.75 410.75 409.50 410.25 -0.25 38 1,811 +26
Sep17 151111 405.00 405.00 404.00 404.00 unch 5 758 -3
Total Volume and Open Interest 542,054 1,369,233 -16,941
Wheat(CBOT)
Dec15 151111 491.00 498.00 490.00 494.75 +4.00 131,560 146,742 -10,885
Mar16 151111 495.75 501.50 492.75 497.50 +2.00 73,812 129,119 +1,676
May16 151111 500.25 505.50 496.25 500.50 +0.50 12,542 33,812 +1,103
Jul16 151111 502.00 506.25 497.00 501.75 +0.25 15,960 44,334 +812
Sep16 151111 512.50 512.50 505.25 509.75 unch 899 7,114 -20
Dec16 151111 526.00 528.50 518.75 523.25 -0.50 2,010 12,239 +167
Total Volume and Open Interest 236,825 375,068 -7,117
Wheat(KCBT)
Dec15 151111 460.00 466.25 458.00 464.25 +3.50 25,772 86,688 -3,725
Mar16 151111 476.50 481.50 473.00 479.00 +2.75 15,952 59,137 +1,163
May16 151111 486.75 491.75 483.75 489.00 +2.50 3,743 14,823 -151
Jul16 151111 497.25 502.25 493.75 499.25 +2.25 5,575 28,098 +1,374
Sep16 151111 513.00 515.75 508.00 513.25 +2.00 843 4,664 +48
Dec16 151111 531.00 535.50 527.75 532.50 +1.75 710 6,702 -94
Total Volume and Open Interest 52,602 200,391 -1,382
Wheat(MGE)
Dec15 151111 498.00 503.50 497.50 501.75 +4.25 7,201 24,313 +20
Mar16 151111 508.00 514.00 508.00 511.00 +2.75 4,806 22,568 +1,166
May16 151111 523.00 524.50 518.75 521.50 +2.25 1,958 8,453 -50
Jul16 151111 534.00 534.75 528.75 532.25 +2.25 1,573 6,448 +266
Sep16 151111 540.25 545.50 540.25 542.75 +1.75 755 3,850 -228
Total Volume and Open Interest 16,637 67,348 +1,269
Oats(CBOT)
Dec15 151111 227.00 237.50 225.00 234.75 +8.25 427 6,760 -217
Mar16 151111 224.00 228.00 219.00 225.50 +1.75 377 4,513 +222
May16 151111 222.00 225.50 220.00 225.50 +2.25 71 454 +27
Jul16 151111 225.00 228.25 225.00 228.25 +1.25 35 166 +34
Total Volume and Open Interest 910 11,898 +66
Rough Rice(CBOT)
Nov15 151111 11.64 11.64 11.64 11.64 unch 47 52 +33
Jan16 151111 11.90 11.98 11.85 11.88 unch 811 9,279 -3
Mar16 151111 12.15 12.25 12.14 12.15 unch 73 1,654 +50
May16 151111 12.44 12.47 12.44 12.44 unch 15 552 +10
Total Volume and Open Interest 960 11,992 +101
Live Cattle(CME)
Dec15 151111 129.630 131.325 129.630 131.325 +3.000 17,582 100,611 -4,932
Feb16 151111 131.600 133.325 131.600 133.325 +3.000 14,115 72,860 +3,397
Apr16 151111 131.500 133.350 131.285 133.325 +2.975 7,961 49,926 +78
Jun16 151111 123.385 125.135 123.300 124.900 +2.765 5,503 29,058 +84
Aug16 151111 121.050 123.135 121.050 122.430 +2.295 976 6,006 -73
Oct16 151111 123.680 125.100 123.385 124.350 +2.250 668 3,632 -156
Total Volume and Open Interest 46,945 266,874 -1,604
Feeder Cattle(CME)
Nov15 151111 173.400 175.880 173.250 174.850 +3.300 3,881 4,340 -447
Jan16 151111 163.500 166.080 163.500 166.080 +4.500 4,801 16,688 +384
Mar16 151111 161.630 164.200 161.500 164.200 +4.500 2,475 6,123 -117
Apr16 151111 163.500 166.285 163.500 166.285 +4.500 1,272 2,663 +238
May16 151111 163.200 166.435 163.200 166.435 +4.500 839 2,951 +119
Aug16 151111 166.685 167.485 166.500 167.485 +4.500 254 1,722 +31
Sep16 151111 166.700 166.700 165.685 165.685 +3.355 36 91 -7
Total Volume and Open Interest 13,569 34,599 +205
Lean Hogs(CME)
Dec15 151111 54.050 56.485 53.950 56.180 +2.630 22,779 68,075 -3,790
Feb16 151111 55.500 57.800 55.500 57.080 +1.930 21,536 69,096 +3,925
Apr16 151111 61.350 63.485 61.350 62.850 +1.500 8,157 37,429 +624
May16 151111 68.850 69.500 68.800 69.500 +1.200 29 681 +0
Jun16 151111 72.500 74.035 72.430 73.550 +1.120 3,738 16,145 +138
Jul16 151111 73.750 74.550 73.150 74.250 +0.900 1,489 6,527 +585
Aug16 151111 73.430 74.000 72.885 73.850 +0.900 486 2,593 +95
Oct16 151111 63.235 63.800 62.850 63.600 +1.170 369 2,635 +2
Total Volume and Open Interest 58,831 206,824 +1,604
Class III Milk(CME)
Nov15 151111 15.45 15.50 15.43 15.45 -0.01 150 4,694 +38
Dec15 151111 15.16 15.23 15.15 15.16 -0.02 165 4,489 -7
Jan16 151111 15.15 15.15 15.10 15.12 -0.05 74 2,573 -31
Feb16 151111 15.08 15.08 15.03 15.05 -0.06 42 2,163 +22
Mar16 151111 15.33 15.34 15.25 15.28 -0.08 34 2,093 +19
Apr16 151111 15.68 15.68 15.48 15.57 -0.14 15 1,476 +14
May16 151111 16.01 16.01 15.78 15.90 -0.14 18 1,386 +8
Jun16 151111 16.33 16.33 16.25 16.28 -0.07 32 1,277 +29
Jul16 151111 16.66 16.66 16.57 16.62 -0.11 9 956 +4
Aug16 151111 16.85 16.85 16.78 16.82 -0.03 9 926 +4
Sep16 151111 16.89 16.91 16.85 16.89 unch 14 903 +12
Oct16 151111 16.79 16.84 16.79 16.84 +0.03 12 842 +12
Nov16 151111 16.66 16.68 16.65 16.67 unch 13 799 +5
Total Volume and Open Interest 597 25,428 +139
Cocoa(ICE)
Dec15 151111 3257 3309 3257 3307 +39 19,061 27,911 -7,146
Mar16 151111 3270 3315 3268 3313 +34 26,214 92,106 +2,561
May16 151111 3261 3309 3261 3307 +35 6,258 37,213 +1,489
Jul16 151111 3253 3295 3251 3294 +37 2,528 19,066 +689
Sep16 151111 3236 3277 3235 3276 +37 1,187 12,614 -224
Dec16 151111 3204 3242 3204 3242 +34 294 9,804 -68
Mar17 151111 3193 3221 3186 3220 +34 105 18,749 +45
Total Volume and Open Interest 55,653 224,241 -2,654
Coffee "C"(ICE)
Dec15 151111 116.65 117.65 116.35 116.80 +0.50 31,233 64,564 -8,703
Mar16 151111 120.00 120.90 119.70 120.15 +0.45 24,237 67,993 +3,895
May16 151111 122.45 122.95 122.00 122.40 +0.40 5,986 27,948 +763
Jul16 151111 124.90 124.95 124.10 124.55 +0.45 2,678 13,391 +721
Sep16 151111 126.50 126.85 126.00 126.45 +0.40 549 8,398 -30
Dec16 151111 129.20 129.70 129.20 129.35 +0.40 256 10,626 -25
Total Volume and Open Interest 65,113 198,085 -3,499
Orange Juice(ICE)
Jan16 151111 149.30 159.05 146.40 153.65 +4.60 2,322 9,775 +300
Mar16 151111 148.10 156.85 144.50 151.05 +4.10 325 2,877 +31
May16 151111 148.00 157.15 148.00 151.15 +3.75 110 851 +37
Jul16 151111 155.95 155.95 148.00 151.35 +3.85 50 325 +35
Sep16 151111 151.45 151.45 151.45 151.45 +3.85 0 47 +0
Nov16 151111 151.55 151.55 151.55 151.55 +3.85      
Total Volume and Open Interest 2,807 13,876 +48
Sugar #11(ICE)
Mar16 151111 14.82 15.06 14.64 14.69 -0.02 72,621 428,809 -9,181
May16 151111 14.47 14.68 14.29 14.34 -0.02 25,672 144,932 -934
Jul16 151111 14.18 14.40 14.03 14.07 -0.05 12,905 107,513 +2,892
Oct16 151111 14.20 14.41 14.07 14.11 -0.04 4,419 69,861 +666
Mar17 151111 14.61 14.82 14.48 14.51 -0.06 1,474 32,376 -402
May17 151111 14.50 14.64 14.36 14.37 -0.04 372 7,378 +48
Jul17 151111 14.43 14.46 14.21 14.22 -0.02 437 7,711 -203
Oct17 151111 14.19 14.47 14.19 14.24 -0.01 571 8,847 +287
Total Volume and Open Interest 118,678 814,070 -6,786
London Cocoa(LCE)
Dec15 151111 2243 2261 2236 2260 +12 5,336 71,893 +30
Mar16 151111 2222 2243 2219 2242 +12 8,120 80,001 -2,531
May16 151111 2210 2230 2209 2229 +10 1,443 27,699 -12
Jul16 151111 2200 2221 2199 2220 +11 754 37,247 +3
Sep16 151111 2189 2209 2187 2208 +11 834 33,674 +76
Dec16 151111 2161 2173 2157 2173 +11 621 15,935 -38
Mar17 151111 2139 2151 2133 2151 +11 132 25,914 +48
Total Volume and Open Interest 17,259 292,903 -2,424
London Sugar(LCE)
Mar16 151111 403.00 405.70 397.10 398.00 -0.70 6,873 36,866 +72
May16 151111 404.30 406.60 399.30 400.00 -0.10 2,192 14,751 +341
Aug16 151111 403.20 406.00 398.90 399.50 -0.40 756 7,575 +250
Oct16 151111 400.20 403.00 398.40 398.90 +0.50 311 3,794 +183
Dec16 151111 400.50 403.10 399.30 400.00 unch 78 1,508 +47
Total Volume and Open Interest 16,413 75,647 -987
Cotton(ICE)
Dec15 151111 61.94 62.59 61.87 62.18 +0.25 22,041 69,798 -10,957
Mar16 151111 61.92 62.62 61.92 62.31 +0.32 16,537 88,493 +6,273
May16 151111 62.88 63.30 62.78 62.92 +0.17 2,158 17,308 +1,654
Jul16 151111 63.39 63.62 63.23 63.26 +0.07 163 7,922 +46
Oct16 151111 63.31 63.31 63.31 63.31 +0.07 0 3 +0
Dec16 151111 63.36 63.52 63.16 63.25 +0.08 43 7,731 +14
Total Volume and Open Interest 40,944 191,680 -2,970
Lumber(CME)
Nov15 151111 254.0 257.9 254.0 256.0 +2.0 91 153 -61
Jan16 151111 249.9 255.5 249.9 252.2 +3.2 251 3,080 +27
Mar16 151111 253.5 256.3 251.8 252.8 +1.6 43 648 +13
May16 151111 257.4 259.2 257.4 259.2 -0.1 0 26 +0
Total Volume and Open Interest 385 3,911 -21
Crude Oil(NYM)
Dec15 151111 43.63 44.11 42.62 42.93 -1.28 487,992 349,121 -51,682
Jan16 151111 44.92 45.39 43.91 44.20 -1.24 237,590 338,066 +35,159
Feb16 151111 45.92 46.38 44.90 45.13 -1.23 81,222 107,110 -1,980
Mar16 151111 46.72 47.16 45.70 45.88 -1.25 62,733 154,387 +3,949
Apr16 151111 47.31 47.82 46.38 46.50 -1.26 19,930 51,781 +2,070
May16 151111 47.97 48.35 46.96 47.00 -1.27 13,528 42,393 +2,960
Jun16 151111 48.34 48.75 47.32 47.39 -1.28 29,151 109,864 -3,032
Jul16 151111 48.73 49.00 47.66 47.73 -1.28 2,969 30,553 +329
Aug16 151111 48.78 48.83 48.02 48.06 -1.27 1,703 25,304 +247
Sep16 151111 49.16 49.44 48.31 48.40 -1.26 3,411 53,057 +512
Oct16 151111 49.50 49.50 48.75 48.76 -1.24 1,062 25,693 +72
Nov16 151111 49.94 50.45 49.15 49.15 -1.23 1,373 21,859 +17
Dec16 151111 50.47 50.87 49.45 49.56 -1.22 18,845 152,602 +2,189
Jan17 151111 49.80 50.04 49.80 49.85 -1.21 390 19,276 +231
Feb17 151111 50.12 50.12 50.12 50.12 -1.20 118 9,187 -43
Mar17 151111 50.38 50.38 50.38 50.38 -1.19 126 9,161 +2
Total Volume and Open Interest 966,786 1,658,674 -8,777
e-miNY Crude Oil(NYM)
Dec15 151111 43.600 44.100 42.625 42.925 -1.275 6,089 2,957 +124
Jan16 151111 44.800 45.375 43.925 44.200 -1.250 603 601 -29
Feb16 151111 45.800 46.325 44.925 45.125 -1.225 288 274 -67
Mar16 151111 47.000 47.000 45.725 45.875 -1.250 70 107 -17
Apr16 151111 46.550 46.550 46.500 46.500 -1.250 14 57 +6
May16 151111 47.000 47.000 47.000 47.000 -1.275 4 14 +0
Jun16 151111 47.800 47.800 47.400 47.400 -1.275 0 34 +0
Jul16 151111 48.200 48.200 47.725 47.725 -1.275 3 4 +0
Aug16 151111 48.050 48.050 48.050 48.050 -1.275 2 2 +0
Sep16 151111 48.400 48.400 48.400 48.400 -1.250 1 2 +0
Total Volume and Open Interest 7,075 4,219 +18
NY Harbor ULSD(NYM)
Dec15 151111 147.76 149.86 144.35 144.77 -3.88 65,693 76,582 -4,226
Jan16 151111 149.43 151.60 146.30 146.72 -3.86 37,296 86,564 +2,249
Feb16 151111 151.54 153.10 148.16 148.52 -3.83 18,656 45,106 +1,040
Mar16 151111 152.18 153.94 149.18 149.48 -3.84 11,725 37,248 +580
Apr16 151111 152.54 153.80 149.50 149.72 -3.91 6,407 23,440 +30
May16 151111 153.60 155.08 150.50 150.73 -3.91 4,748 13,201 +271
Jun16 151111 155.21 156.25 151.78 152.01 -3.87 7,726 27,110 +624
Jul16 151111 156.38 157.65 153.35 153.58 -3.83 573 7,585 +233
Aug16 151111 158.91 158.91 155.00 155.14 -3.79 248 5,536 +49
Sep16 151111 160.37 160.74 156.76 156.89 -3.73 427 6,228 +57
Oct16 151111 161.58 162.46 158.74 158.88 -3.70 110 3,828 +9
Nov16 151111 162.90 162.90 160.83 160.83 -3.65 206 3,548 -12
Dec16 151111 165.64 166.47 162.41 162.68 -3.60 1,647 25,129 +725
Jan17 151111 164.44 164.44 164.44 164.44 -3.59 165 1,756 +0
Total Volume and Open Interest 155,627 369,028 +1,629
RBOB Gasoline(NYM)
Dec15 151111 135.62 138.44 132.30 132.94 -3.24 60,768 86,017 -6,970
Jan16 151111 133.75 136.52 130.68 131.37 -3.18 44,686 97,531 +4,941
Feb16 151111 134.69 137.27 131.83 132.42 -3.18 16,813 33,497 +276
Mar16 151111 137.70 140.14 134.80 135.37 -3.15 10,926 32,218 -32
Apr16 151111 159.05 161.34 156.62 157.04 -3.07 6,828 21,713 -553
May16 151111 160.88 162.75 158.14 158.58 -3.11 4,428 17,233 +734
Jun16 151111 160.57 163.01 158.08 158.50 -3.14 7,750 17,898 +204
Jul16 151111 160.81 162.10 157.24 157.61 -3.17 2,223 9,264 -583
Aug16 151111 158.80 160.10 156.15 156.16 -3.14 1,495 6,995 +112
Sep16 151111 154.33 154.33 153.79 153.91 -3.12 1,281 9,235 -565
Total Volume and Open Interest 159,033 354,580 -2,206
e-miNY RBOB Gasoline(NYM)
Dec15 151111 137.10 137.10 132.94 132.94 -3.24 0 1 +0
Jan16 151111 131.37 131.37 131.37 131.37 -3.18      
Feb16 151111 132.42 132.42 132.42 132.42 -3.18      
Mar16 151111 135.37 135.37 135.37 135.37 -3.15      
Total Volume and Open Interest 0 1 +0
Natural Gas(NYM)
Dec15 151111 2.332 2.350 2.249 2.263 -0.057 151,379 222,264 -30,827
Jan16 151111 2.492 2.514 2.438 2.452 -0.032 99,342 272,633 +9,842
Feb16 151111 2.520 2.543 2.478 2.492 -0.022 20,591 67,117 +812
Mar16 151111 2.526 2.542 2.480 2.494 -0.020 27,769 110,377 +533
Apr16 151111 2.486 2.507 2.454 2.468 -0.016 21,539 87,652 -1,592
May16 151111 2.528 2.536 2.492 2.505 -0.014 9,664 39,373 +2,828
Jun16 151111 2.565 2.583 2.538 2.552 -0.013 3,190 27,475 -218
Jul16 151111 2.602 2.632 2.586 2.600 -0.013 4,155 22,012 +625
Aug16 151111 2.618 2.645 2.605 2.619 -0.010 1,496 19,664 +524
Sep16 151111 2.616 2.647 2.609 2.622 -0.008 1,936 18,964 +627
Oct16 151111 2.645 2.675 2.624 2.645 -0.008 3,803 29,325 +37
Nov16 151111 2.708 2.750 2.708 2.722 -0.007 568 12,953 -143
Dec16 151111 2.878 2.900 2.861 2.878 -0.005 1,078 13,923 +239
Jan17 151111 2.970 3.011 2.970 2.988 -0.004 920 16,314 +0
Feb17 151111 2.978 3.001 2.972 2.981 -0.004 173 3,816 +68
Mar17 151111 2.932 2.941 2.925 2.935 -0.004 286 7,782 -128
Total Volume and Open Interest 348,814 1,013,626 -16,947
Brent Crude Oil(ICE)
Dec15 151111 47.08 47.73 45.62 45.81 -1.63 202,178 258,950 -32,374
Jan16 151111 47.76 48.37 46.42 46.61 -1.49 197,570 417,323 -8,652
Feb16 151111 48.55 49.13 47.25 47.43 -1.46 78,198 225,611 +16,333
Mar16 151111 49.18 49.75 47.89 48.08 -1.46 57,842 247,094 +9,742
Apr16 151111 50.00 50.57 48.69 48.88 -1.48 20,297 121,965 +425
May16 151111 50.79 51.32 49.46 49.65 -1.48 14,493 73,547 +2,554
Jun16 151111 51.46 52.05 50.15 50.35 -1.47 31,939 153,745 +395
Jul16 151111 52.02 52.63 50.75 50.93 -1.47 3,929 40,527 -610
Aug16 151111 52.63 53.14 51.38 51.47 -1.45 3,050 37,537 +289
Sep16 151111 53.20 53.20 51.88 52.00 -1.43 5,192 41,579 +1,404
Oct16 151111 53.15 53.15 52.38 52.50 -1.40 804 27,475 +201
Nov16 151111 53.61 53.61 52.99 52.99 -1.36 743 22,648 +88
Dec16 151111 54.47 55.01 53.29 53.48 -1.33 23,477 178,718 +3,414
Jan17 151111 53.99 53.99 53.92 53.92 -1.32 441 20,441 +76
Total Volume and Open Interest 649,751 2,171,723 -4,848
Gas Oil(ICE)
Nov15 151111 447.00 452.50 438.25 439.00 -10.75 36,684 45,276 -13,956
Dec15 151111 448.50 455.25 440.00 441.00 -11.75 96,892 149,817 +2,581
Jan16 151111 454.00 459.50 444.00 445.50 -11.75 51,447 105,213 +2,476
Feb16 151111 459.25 463.25 448.50 449.75 -11.75 24,235 52,860 -2,903
Mar16 151111 463.25 467.00 452.50 453.75 -11.75 18,514 50,417 +1,038
Apr16 151111 467.00 471.00 457.50 458.00 -12.00 4,817 30,612 +693
May16 151111 471.75 474.00 462.50 462.75 -12.00 2,720 22,990 +303
Jun16 151111 475.75 479.75 465.50 466.75 -12.00 10,286 43,137 -460
Jul16 151111 481.50 482.50 470.75 471.75 -12.00 1,279 16,207 +126
Aug16 151111 485.25 488.25 475.75 476.75 -12.00 1,175 10,730 -121
Total Volume and Open Interest 257,399 707,570 -9,474
Ethanol(CBOT)
Dec15 151111 1.496 1.507 1.492 1.493 +0.003 93 2,320 -18
Jan16 151111 1.495 1.495 1.476 1.478 -0.002 42 1,169 +9
Feb16 151111 1.481 1.490 1.481 1.481 +0.001 24 435 -15
Mar16 151111 1.520 1.520 1.496 1.498 +0.002 24 526 +3
Apr16 151111 1.514 1.515 1.509 1.515 +0.002 6 464 -3
May16 151111 1.508 1.515 1.507 1.515 unch 21 130 -12
Jun16 151111 1.505 1.505 1.505 1.505 unch 0 217 +0
Jul16 151111 1.497 1.497 1.497 1.497 unch 0 51 +0
Total Volume and Open Interest 210 5,528 -36
WTI Crude Oil(ICE)
Dec15 151111 43.63 44.10 42.61 42.93 -1.28 75,300 94,156 -8,743
Jan16 151111 44.97 45.36 43.93 44.20 -1.24 68,185 73,699 +4,196
Feb16 151111 46.02 46.32 44.94 45.13 -1.23 25,042 25,145 +108
Mar16 151111 46.79 47.09 45.75 45.88 -1.25 13,717 42,229 +1,511
Apr16 151111 47.50 47.71 46.43 46.50 -1.26 5,888 9,513 +171
May16 151111 48.06 48.23 46.93 47.00 -1.27 1,440 7,004 -114
Jun16 151111 48.47 48.69 47.39 47.39 -1.28 4,156 34,864 -331
Jul16 151111 48.00 48.01 47.67 47.73 -1.28 190 3,133 -14
Aug16 151111 48.32 48.34 48.06 48.06 -1.27 157 5,116 +20
Sep16 151111 48.40 48.40 48.40 48.40 -1.26 566 9,165 +301
Oct16 151111 48.76 48.76 48.76 48.76 -1.24 169 3,350 -75
Nov16 151111 49.51 49.51 49.15 49.15 -1.23 250 6,817 +32
Dec16 151111 50.55 50.84 49.56 49.56 -1.22 3,095 48,602 -179
Jan17 151111 49.85 49.85 49.85 49.85 -1.21 35 3,910 -27
Feb17 151111 50.12 50.12 50.12 50.12 -1.20 27 1,147 +19
Mar17 151111 50.38 50.38 50.38 50.38 -1.19 1 2,571 +0
Total Volume and Open Interest 199,027 420,976 -2,850
US Dollar Index(ICE)
Dec15 151111 99.200 99.335 98.880 99.158 -0.232 26,605 79,080 -1,091
Mar16 151111 99.380 99.495 99.075 99.353 -0.232 981 4,244 +608
Jun16 151111 99.515 99.515 99.350 99.507 -0.232 11 220 +3
Total Volume and Open Interest 27,602 83,625 -478
Australian Dollar(CME)
Dec15 151111 70.15 70.66 70.14 70.37 +0.31 66,950 148,835 -1,178
Mar16 151111 69.85 70.32 69.85 70.06 +0.31 97 727 -2
Jun16 151111 69.79 69.79 69.79 69.79 +0.31 0 38 +0
Total Volume and Open Interest 67,047 149,607 -1,180
British Pound(CME)
Dec15 151111 151.17 152.18 151.16 151.94 +0.91 82,223 166,282 +1,645
Mar16 151111 151.35 152.18 151.35 151.99 +0.91 2,701 3,573 +2,062
Jun16 151111 151.53 152.05 151.53 152.05 +0.91 11 267 +11
Total Volume and Open Interest 84,935 170,171 +3,718
Canadian Dollar(CME)
Dec15 151111 75.29 75.55 75.25 75.28 -0.03 43,668 128,844 +2,507
Mar16 151111 75.40 75.52 75.26 75.27 -0.03 156 2,620 +19
Jun16 151111 75.33 75.36 75.27 75.27 -0.02 27 765 +27
Sep16 151111 75.40 75.40 75.29 75.29 -0.03 0 285 +0
Total Volume and Open Interest 43,851 132,604 +2,553
Japanese Yen(CME)
Dec15 151111 81.19 81.50 81.17 81.36 +0.20 127,312 223,368 -2,912
Mar16 151111 81.63 81.70 81.44 81.56 +0.18 445 5,035 +49
Jun16 151111 81.91 81.91 81.81 81.81 +0.17 20 271 +13
Total Volume and Open Interest 127,794 228,797 -2,834
Swiss Franc(CME)
Dec15 151111 99.47 99.81 99.38 99.56 +0.13 24,262 59,008 +649
Mar16 151111 100.10 100.22 100.01 100.01 +0.13 224 534 +25
Jun16 151111 100.53 100.53 100.53 100.53 +0.12 1 24 +0
Total Volume and Open Interest 24,500 59,583 +687
EuroFX(CME)
Dec15 151111 107.27 107.78 107.10 107.34 +0.23 200,622 406,818 -1,502
Mar16 151111 107.53 108.04 107.39 107.61 +0.23 3,977 9,463 +1,308
Jun16 151111 108.15 108.15 107.93 107.93 +0.24 540 1,280 +233
Total Volume and Open Interest 205,259 418,182 +54
Mexican Peso(CME)
Nov15 151111 597.13 597.13 597.13 597.13 +0.50 1 0 +0
Dec15 151111 594.63 598.88 594.50 595.88 +0.63 48,582 102,436 +985
Total Volume and Open Interest 48,657 157,270 +998
Brazilian Real(CME)
Dec15 151111 264.65 268.00 262.50 263.30 +1.05 3,799 22,227 +2,076
Jan16 151111 260.00 260.75 260.00 260.75 +1.00 0 51 +0
Feb16 151111 258.40 258.40 258.40 258.40 +1.10      
Mar16 151111 255.95 255.95 255.95 255.95 +1.20 0 34 +0
Total Volume and Open Interest 3,799 22,720 +2,076
30-Year T-Bonds(CBOT)
Dec15 151111 152~060 152~150 151~300 152~010 -0~180 256,246 482,992 -7,957
Mar16 151111 150~270 151~020 150~220 150~220 -0~190 1,245 5,060 +463
Jun16 151111 150~220 150~220 150~220 150~220 -0~190      
Total Volume and Open Interest 257,491 488,052 -7,494
10-Year T-Notes(CBOT)
Dec15 151111 126~040 126~075 126~010 126~020 -0~075 1,310,407 2,533,344 -16,516
Mar16 151111 125~190 125~190 125~120 125~125 -0~080 24,642 71,869 +514
Jun16 151111 124~135 124~135 124~135 124~135 -0~080      
Total Volume and Open Interest 1,335,049 2,605,213 -16,002
5-Year T-Notes(CBOT)
Dec15 151111 118~264 118~290 118~240 118~246 -0~042 779,908 2,322,483 -10,668
Mar16 151111 118~096 118~100 118~070 118~072 -0~042 11,546 92,690 +2,658
Jun16 151111 118~072 118~072 118~072 118~072 -0~042      
Total Volume and Open Interest 791,454 2,415,173 -8,010
2 Year T-Notes(CBOT)
Dec15 151111 109~030 109~046 109~014 109~022 -0~016 302,033 1,112,315 -2,441
Mar16 151111 108~270 108~272 108~250 108~252 -0~020 6,616 30,359 -91
Jun16 151111 108~252 108~252 108~252 108~252 -0~020      
Total Volume and Open Interest 308,649 1,142,674 -2,532
Eurodollars(CME)
Dec15 151111 99.565 99.565 99.560 99.560 -0.005 176,370 1,315,616 -9,382
Mar16 151111 99.390 99.390 99.375 99.380 -0.015 237,603 1,317,689 -4,241
Jun16 151111 99.225 99.230 99.205 99.210 -0.025 224,956 1,125,852 +4,806
Sep16 151111 99.050 99.060 99.030 99.035 -0.030 251,531 1,002,040 +7,839
Dec16 151111 98.870 98.885 98.850 98.855 -0.035 367,278 1,317,162 -22,278
Mar17 151111 98.715 98.730 98.695 98.695 -0.040 227,122 731,620 -4,667
Jun17 151111 98.550 98.565 98.525 98.530 -0.040 192,156 659,518 -16,738
Sep17 151111 98.405 98.415 98.375 98.380 -0.040 159,405 572,743 -5,994
Dec17 151111 98.255 98.265 98.230 98.235 -0.040 218,566 684,747 +11,234
Mar18 151111 98.140 98.150 98.110 98.115 -0.040 140,662 364,814 -1,662
Jun18 151111 98.030 98.035 98.000 98.005 -0.040 127,157 379,330 -9,286
Sep18 151111 97.930 97.940 97.905 97.905 -0.045 103,358 329,792 +3,250
Dec18 151111 97.835 97.845 97.810 97.810 -0.045 83,854 320,006 -1,954
Mar19 151111 97.755 97.770 97.735 97.735 -0.045 50,556 179,907 -122
Jun19 151111 97.685 97.690 97.655 97.660 -0.045 56,317 157,571 -1,545
Sep19 151111 97.615 97.620 97.585 97.585 -0.050 42,292 127,134 -6,487
Dec19 151111 97.540 97.545 97.515 97.515 -0.050 38,885 127,746 +2,247
Mar20 151111 97.475 97.485 97.450 97.450 -0.050 22,551 68,608 -680
Total Volume and Open Interest 2,800,593 11,160,986 -56,763
Ultra T-Bond(CBOT)
Dec15 151111 154~31 155~07 154~18 154~19 -0~28 82,862 613,107 -3,221
Mar16 151111 154~24 154~24 154~24 154~24 -0~28 480 6,056 +299
Jun16 151111 154~24 154~24 154~24 154~24 -0~28      
Total Volume and Open Interest 83,342 619,163 -2,922
30 Day Federal Funds(CBOT)
Nov15 151111 99.878 99.878 99.878 99.878 +0.003 17,968 199,206 +930
Dec15 151111 99.790 99.790 99.785 99.790 unch 6,315 87,089 -142
Jan16 151111 99.710 99.710 99.705 99.710 unch 13,407 200,381 -1,262
Feb16 151111 99.685 99.685 99.680 99.685 unch 7,132 97,153 +863
Mar16 151111 99.630 99.630 99.620 99.625 -0.005 2,103 19,491 -477
Apr16 151111 99.565 99.565 99.555 99.560 -0.005 6,292 48,614 +1,713
Total Volume and Open Interest 61,003 758,700 +3,120
3-Mth Euro-Yen(CME)
Dec15 151111 99.825 99.825 99.825 99.825 unch 13 0 +0
Mar16 151111 99.685 99.685 99.685 99.685 unch      
Jun16 151111 99.545 99.545 99.545 99.545 unch      
Sep16 151111 99.405 99.405 99.405 99.405 unch      
Dec16 151111 99.840 99.840 99.840 99.840 unch      
Mar17 151111 99.700 99.700 99.700 99.700 unch      
Jun17 151111 99.560 99.560 99.560 99.560 unch      
Sep17 151111 99.420 99.420 99.420 99.420 unch      
Dec17 151111 99.280 99.280 99.280 99.280 unch      
Mar18 151111 99.140 99.140 99.140 99.140 unch      
Total Volume and Open Interest      
3-Mth Euro-Yen(SGX)
Dec15 151111 99.82 99.82 99.82 99.82 unch 0 4 +0
Mar16 151111 99.68 99.68 99.68 99.68 unch      
Jun16 151111 99.54 99.54 99.54 99.54 unch      
Sep16 151111 99.40 99.40 99.40 99.40 unch      
Dec16 151111 99.84 99.84 99.84 99.84 unch 0 4 +0
Mar17 151111 99.70 99.70 99.70 99.70 unch      
Jun17 151111 99.56 99.56 99.56 99.56 unch      
Sep17 151111 99.42 99.42 99.42 99.42 unch      
Total Volume and Open Interest 0 8 +0
Japanese Gov't Bonds(SGX)
Dec15 151111 148.43 148.46 148.35 148.37 -0.05 2,859 21,578 -610
Mar16 151111 148.45 148.45 148.45 148.45 -0.05      
Jun16 151111 147.89 147.89 147.89 147.89 -0.05      
Total Volume and Open Interest 2,859 21,578 -610
Euro-Bund(EUREX)
Dec15 151111 156.07 156.60 155.92 156.33 +0.26 813,551 1,211,429 -19,563
Mar16 151111 157.75 158.24 157.61 158.02 +0.28 11,767 92,582 +5,257
Jun16 151111 156.33 156.33 156.33 156.33 +0.26      
Total Volume and Open Interest 825,318 1,304,011 -14,306
Euro-Bobl(EUREX)
Dec15 151111 129.44 129.56 129.41 129.53 +0.08 548,550 1,058,832 -5,470
Mar16 151111 131.00 131.02 131.00 131.02 +0.08 3,318 13,386 +2,265
Jun16 151111 129.53 129.53 129.53 129.53 +0.08      
Total Volume and Open Interest 551,868 1,072,218 -3,205
3-Mth Euribor(EUREX)
Dec15 151111 100.135 100.140 100.135 100.140 +0.015 30 29,052 +0
Mar16 151111 100.180 100.180 100.180 100.180 +0.010 325 5,236 +50
Jun16 151111 100.205 100.205 100.205 100.205 +0.010 344 9,713 +55
Total Volume and Open Interest 1,493 70,295 +121
Long Gilt(LIFFE)
Dec15 151111 116~20 116~24 116~14 116~19 -0~04 163,127 402,988 -128
Mar16 151111 115~22 115~22 115~19 115~22 -0~04 0 2 +0
Total Volume and Open Interest 163,127 402,990 -128
3-Mth Short Sterling(LIFFE)
Dec15 151111 99.42 99.42 99.41 99.42 unch 20,699 326,016 -57
Mar16 151111 99.35 99.36 99.34 99.35 unch 43,727 392,295 -791
Jun16 151111 99.26 99.27 99.24 99.25 -0.01 47,668 474,258 -3,049
Sep16 151111 99.14 99.14 99.11 99.13 -0.01 63,597 345,016 -4,105
Dec16 151111 99.01 99.01 98.97 98.99 -0.01 94,826 396,704 -9,971
Mar17 151111 98.88 98.89 98.83 98.85 -0.02 97,220 316,527 -11,824
Total Volume and Open Interest 754,102 3,298,405 -52,155
3-Mth Euribor(LIFFE)
Dec15 151111 100.135 100.145 100.125 100.140 +0.015 126,778 416,490 -7,885
Mar16 151111 100.175 100.190 100.170 100.180 +0.010 92,409 332,289 +17,060
Jun16 151111 100.205 100.210 100.195 100.205 +0.010 106,441 406,606 -26,877
Total Volume and Open Interest 773,406 3,522,309 +23,784
3-Mth Aus T-Bills(SFE)
Dec15 151111 97.85 97.86 97.84 97.85 unch 27,511 181,143 -8,822
Mar16 151111 97.93 97.95 97.92 97.94 +0.01 58,541 180,863 +4,265
Jun16 151111 97.99 98.02 97.98 98.01 +0.02 47,286 198,224 +4,366
Sep16 151111 98.01 98.04 98.00 98.03 +0.02 25,124 136,478 -2,506
Dec16 151111 98.00 98.03 97.99 98.03 +0.02 16,318 88,372 +872
Mar17 151111 97.96 97.99 97.95 97.99 +0.02 12,652 72,760 +3,782
Jun17 151111 97.90 97.93 97.89 97.93 +0.03 7,902 46,537 +2,027
Sep17 151111 97.83 97.87 97.82 97.86 +0.03 4,091 37,542 +44
Dec17 151111 97.76 97.79 97.76 97.79 +0.03 204 5,522 +114
Mar18 151111 97.68 97.71 97.68 97.71 +0.04 52 3,171 -43
Total Volume and Open Interest 199,776 954,159 +4,079
10-Year Aus T-Bonds(SFE)
Dec15 151111 97.07 97.12 97.06 97.10 +0.02 115,598 741,161 -685
Mar16 151111 97.10 97.10 97.10 97.10 +0.02      
Total Volume and Open Interest 115,598 741,161 -685
3-Year Aus T-Bonds(SFE)
Dec15 151111 97.94 97.99 97.92 97.97 +0.02 236,589 727,700 -3,488
Mar16 151111 97.97 97.97 97.97 97.97 +0.02      
Total Volume and Open Interest 236,589 727,700 -3,488
Gold(CMX)
Dec15 151111 1088.5 1093.5 1083.2 1084.9 -3.6 141,885 236,981 -10,338
Feb16 151111 1089.4 1094.0 1083.9 1085.5 -3.9 20,202 111,010 +8,280
Apr16 151111 1091.0 1094.0 1084.9 1086.3 -3.9 3,799 28,421 -23
Jun16 151111 1091.0 1093.6 1085.8 1087.0 -3.9 2,480 19,049 +102
Aug16 151111 1095.1 1095.1 1087.1 1087.8 -4.0 1,718 8,237 +439
Oct16 151111 1093.5 1096.2 1088.7 1088.7 -4.0 152 2,597 +14
Dec16 151111 1094.8 1096.9 1089.0 1089.8 -4.0 562 13,997 -73
Feb17 151111 1090.0 1091.0 1090.0 1091.0 -4.0 0 338 +0
Apr17 151111 1092.4 1092.4 1092.4 1092.4 -4.0 0 684 +0
Jun17 151111 1095.0 1095.1 1093.9 1093.9 -4.0 96 4,435 +16
Aug17 151111 1095.7 1095.7 1095.7 1095.7 -4.0      
Total Volume and Open Interest 171,005 436,804 -1,581
Silver(CMX)
Dec15 151111 1437.5 1449.0 1423.0 1426.3 -9.3 50,392 91,988 -3,156
Mar16 151111 1441.0 1452.5 1427.5 1430.3 -9.9 7,979 45,497 +1,726
May16 151111 1453.5 1455.0 1431.0 1433.3 -9.9 963 6,965 -250
Jul16 151111 1436.3 1436.3 1436.3 1436.3 -9.9 728 6,079 +126
Sep16 151111 1439.3 1439.3 1439.3 1439.3 -9.8 655 2,777 +421
Dec16 151111 1452.5 1452.5 1440.0 1443.3 -9.8 840 7,351 -201
Mar17 151111 1448.3 1448.3 1448.3 1448.3 -9.5 0 8 +0
Total Volume and Open Interest 62,188 165,278 -1,462
Platinum(NYMEX)
Jan16 151111 901.2 907.9 880.8 883.1 -16.4 14,004 64,994 +1,231
Apr16 151111 906.4 906.6 880.8 882.6 -17.2 333 5,968 +57
Jul16 151111 902.6 902.6 883.8 883.9 -17.1 35 102 +35
Oct16 151111 901.0 901.0 885.2 885.2 -17.1 0 6 +0
Total Volume and Open Interest 14,412 71,135 +1,356
Palladium(NYMEX)
Dec15 151111 595.00 603.00 574.70 577.00 -20.80 4,651 23,234 -447
Mar16 151111 601.05 602.35 575.35 577.50 -20.85 591 4,140 +359
Jun16 151111 577.05 578.05 577.05 578.05 -20.85 0 25 +0
Total Volume and Open Interest 5,242 27,401 -88
Copper(CMX)
Dec15 151111 221.90 222.75 219.70 221.80 +0.05 50,020 86,693 -4,242
Mar16 151111 222.50 223.55 220.60 222.60 +0.05 19,231 55,772 +2,784
May16 151111 223.60 224.00 221.50 223.25 +0.10 5,081 13,037 +356
Jul16 151111 223.75 224.45 222.35 223.65 +0.10 3,553 8,593 +1,175
Sep16 151111 222.90 223.85 221.90 223.85 +0.15 104 2,445 +10
Total Volume and Open Interest 78,886 176,774 +34
E-mini DJIA Index(CBOT)
Dec15 151111 17709 17799 17643 17655 -61 146,385 97,516 +316
Mar16 151111 17620 17716 17571 17577 -62 80 2,346 +37
Jun16 151111 17495 17495 17495 17495 -62 1 15 +0
Sep16 151111 17394 17394 17394 17394 -62 55 55 +55
Total Volume and Open Interest 146,521 99,932 +408
S & P 500(CME)
Dec15 151111 2076.50 2086.80 2068.00 2069.00 -9.10 12,066 97,794 +2,225
Mar16 151111 2061.90 2074.00 2061.90 2061.90 -9.10 1,203 3,138 +373
Jun16 151111 2055.30 2067.40 2055.30 2055.30 -9.10 357 3,073 +354
Sep16 151111 2049.50 2061.10 2049.50 2049.50 -8.60 0 1 +0
Total Volume and Open Interest 13,626 104,006 +2,952
S & P 500 E-Mini(Globex)
Dec15 151111 2076.50 2087.25 2067.75 2069.00 -9.00 1,856,213 2,816,439 +36,020
Mar16 151111 2069.50 2079.75 2061.00 2062.00 -9.00 4,952 93,518 +630
Jun16 151111 2068.25 2073.00 2054.50 2055.25 -9.25 145 5,959 -25
Sep16 151111 2049.50 2064.50 2049.50 2049.50 -8.50 2 36 -1
Total Volume and Open Interest 1,861,318 2,915,968 +36,618
NASDAQ 100 E-Mini(Globex)
Dec15 151111 4640.30 4674.80 4625.30 4631.80 -11.20 256,938 350,790 +4,854
Mar16 151111 4632.80 4668.50 4622.80 4626.30 -11.00 112 4,293 +18
Jun16 151111 4620.00 4652.80 4620.00 4620.00 -11.00 0 226 +0
Total Volume and Open Interest 257,050 355,385 +4,872
S&P Midcap 400(CME) e-Mini
Dec15 151111 1455.80 1461.80 1445.20 1446.00 -9.60 17,104 85,749 -123
Mar16 151111 1455.00 1456.00 1441.50 1441.50 -11.00 5 6 +1
Jun16 151111 1433.40 1433.40 1433.40 1433.40 -11.00      
Total Volume and Open Interest 17,110 85,763 -121
Volatility Index(CBOE)
Nov15 151111 16.20 16.80 15.93 16.77 +0.54 84,561 115,310 -1,984
Dec15 151111 16.95 17.40 16.65 17.38 +0.45 62,331 133,990 +13,501
Jan16 151111 17.70 18.00 17.48 17.98 +0.30 21,115 29,118 +741
Feb16 151111 18.22 18.50 18.07 18.48 +0.25 7,106 22,223 -49
Total Volume and Open Interest 184,060 340,241 +13,524
Russell 2000(ICE)
Dec15 151111 1186.70 1191.70 1174.10 1174.70 -12.30 113,625 375,078 +3,695
Mar16 151111 1181.50 1181.50 1169.70 1169.70 -12.30 121 3,336 +102
Jun16 151111 1166.00 1166.00 1166.00 1166.00 -12.30      
Total Volume and Open Interest 113,746 378,415 +3,797
Nikkei 225(CME)
Dec15 151111 19700 19815 19625 19715 +10 14,159 54,103 -552
Mar16 151111 19760 19875 19715 19770 +10 11 81 +11
Total Volume and Open Interest 14,170 54,185 -541
Nikkei 225(SGX)
Dec15 151111 19670 19775 19555 19725 +25 121,017 258,236 +10,389
Mar16 151111 19655 19695 19555 19695 +25 88 2,208 +58
Jun16 151111 19585 19585 19585 19585 +25 0 205 +0
Total Volume and Open Interest 122,048 272,080 +10,658
CAC 40(EURONEXT)
Nov15 151111 4929.0 4974.5 4913.0 4952.0 +40.0 75,790 247,504 -265
Dec15 151111 4921.0 4968.0 4920.0 4948.0 +40.0 558 15,693 +291
Jan16 151111 4942.0 4942.0 4942.0 4942.0 +40.0 10 13 +0
Total Volume and Open Interest 76,358 263,603 +26
Hang Seng Index(HKFE)
Nov15 151111 22370 22428 22195 22359 -13 107,841 86,410 -765
Dec15 151111 22382 22436 22220 22375 -13 764 11,326 +231
Total Volume and Open Interest 108,712 100,861 -517
DAX(EUREX)
Dec15 151111 10864.0 10996.5 10836.0 10910.0 +78.0 86,938 137,873 +1,718
Mar16 151111 10856.0 11000.0 10847.5 10919.5 +78.0 1,116 19,948 +559
Jun16 151111 11020.5 11029.0 10908.0 10948.5 +78.0 4 1,783 -1
Total Volume and Open Interest 88,058 159,604 +2,276
FT-SE 100(EURONEXT)
Dec15 151111 6266.50 6309.50 6252.00 6275.50 +24.00 91,455 563,321 +4,122
Mar16 151111 6257.00 6257.00 6216.50 6227.00 +24.00 529 6,071 +325
Jun16 151111 6178.50 6178.50 6178.50 6178.50 +24.00 0 1,759 +0
Total Volume and Open Interest 91,984 571,151 +4,447
SPI 200(SFE)
Dec15 151111 5072.0 5137.0 5043.0 5128.0 +52.0 42,874 250,146 +3,374
Mar16 151111 5056.0 5072.0 5050.0 5072.0 +52.0 182 3,480 +56
Jun16 151111 5062.0 5062.0 5062.0 5062.0 +52.0 0 1,178 +0
Total Volume and Open Interest 43,141 256,314 +3,431
FTSE MIB(ISE)
Dec15 151111 22435.00 22635.00 22290.00 22377.00 -22.00 26,362 68,597 -1,425
Mar16 151111 22520.00 22645.00 22330.00 22399.00 -22.00 32 804 +2
Jun16 151111 21980.00 21980.00 21980.00 21980.00 -22.00      
Total Volume and Open Interest 26,394 69,401 -1,423
KOSPI 200(KFE)
Dec15 151111 246.30 246.75 246.00 246.00 +0.10 122,195 118,199 -2,428
Mar16 151111 244.55 244.65 243.85 243.85 +0.05 286 3,387 +87
Jun16 151111 245.45 246.15 245.45 246.15 +1.40 0 591 +12
Total Volume and Open Interest 122,481 123,481 -2,343
GSCI(CME)
Nov15 151111 343.80 343.80 343.80 343.80 -5.10 2,396 8,956 -2,354
Dec15 151111 349.35 349.35 349.35 349.35 -5.10 2,481 4,695 +2,418
Jan16 151111 352.35 352.35 352.35 352.35 -5.10      
Total Volume and Open Interest 4,877 13,651 +64
Disclaimer: The above quotes are drawn from sources believed to be reliable. Moore Research Center, Inc. assumes no responsiblity for any errors or omissions.
Copyright © 1989- Moore Research Center, Inc. All Rights Reserved.

Banner

Login

Main Menu

MRCI Online

Free Links

Newsflash

The world will still run for decades on fossil-fuel energy --- crude oil, gasoline, heating oil, natural gas.  Buy 'em?  Sell 'em?  When?  Just since 2008, crude oil traded at $147/barrel, collapsed to -$40.32/barrel in 2020, ran to higher than $130 in early 2022, and the traded less than half that in May!

MRCI's newest special report is complete with seasonal patterns & weekly charts: for each delivery month and several spreads against each; for product spreads; for cash & basis; and for 3/2/1 and 2/1/1 crack spreads.  Better yet, this 284-page volume presents 190 seasonal & spread strategies to anticipate throughout the next 12-months. Order your copy today! https://www.mrci.com/products/energy